-44.1%
NIO vs GFI
+2,354.1%
-2,398.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.2% |
| 7D | -2.9% | -4.9% | +2.0% | -2.3% |
| 30D | -18.7% | +10.7% | -29.5% | -19.7% |
| 3M | -29.4% | +25.6% | -55.1% | -31.6% |
| 6M | -32.5% | -8.3% | -24.3% | -32.4% |
| YTD | -27.6% | +6.3% | -34.0% | -29.1% |
| 1Y | -39.2% | +22.1% | -61.3% | -41.7% |
| 3Y | -64.3% | +289.2% | -353.5% | -70.7% |
| 5Y | -90.3% | +531.7% | -621.9% | -92.6% |
| All | -44.1% | +2,354.1% | -2,398.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling